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Report NEP-ORE-2013-03-23
This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Sílvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2013, "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-07, 02.
- Proietti, Tommaso & Luati, Alessandra, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," MPRA Paper, University Library of Munich, Germany, number 45280, Mar.
- Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
- Hyeongwoo Kim & Deockhyun Ryu, 2013, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-06, Mar.
- Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras, 2013, "Public Debt and Private Consumption in OECD countries," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 1-2013, Mar.
- Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting daily and monthly exchange rates with machine learning techniques," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2013, Mar.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13024, Mar.
- Rama Cont & Adrien de Larrard, 2013, "Price Dynamics in a Markovian Limit Order Market," Post-Print, HAL, number hal-00552252, Jan, DOI: 10.1137/110856605.